On the O(1=k) convergence of asynchronous distributed alternating Direction Method of Multipliers

@article{Wei2013OnTO,
  title={On the O(1=k) convergence of asynchronous distributed alternating Direction Method of Multipliers},
  author={Ermin Wei and Asuman E. Ozdaglar},
  journal={2013 IEEE Global Conference on Signal and Information Processing},
  year={2013},
  pages={551-554}
}
We consider a network of agents that are cooperatively solving a global optimization problem, where the objective function is the sum of privately known local objective functions of the agents and the decision variables are coupled via linear constraints. Recent literature focused on special cases of this formulation and studied their distributed solution through either subgradient based methods with O(1/√k) rate of convergence (where k is the iteration number) or Alternating Direction Method… CONTINUE READING
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On the O(1/k) Convergence of Asynchronous Distributed Alternating Direction Method of Multipliers

  • E. Wei, A. Ozdaglar
  • LIDS report 2906,
  • 2013
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